+43.1%
MCO vs ALC
-16.2%
+59.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -3.1% | -5.3% | +2.1% | -1.1% |
| 30D | -0.5% | -7.1% | +6.5% | +2.3% |
| 3M | +5.7% | +0.8% | +4.9% | +5.2% |
| 6M | +3.0% | -16.0% | +19.0% | +9.7% |
| YTD | -6.5% | -12.7% | +6.3% | -2.0% |
| 1Y | -5.8% | -12.8% | +7.1% | -1.4% |
| All | +43.1% | -16.2% | +59.3% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling